+177.1%
USFD vs LII
+22.0%
+155.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.9% |
| 7D | +3.9% | +0.2% | +3.7% | +4.0% |
| 30D | +10.7% | -4.6% | +15.3% | +12.2% |
| 3M | +6.3% | -21.7% | +28.0% | +14.7% |
| 6M | +16.2% | -32.8% | +49.0% | +29.7% |
| YTD | +41.9% | -27.5% | +69.4% | +52.4% |
| 1Y | +44.2% | -28.0% | +72.2% | +55.0% |
| 3Y | +159.8% | -7.2% | +167.0% | +131.3% |
| 5Y | +177.1% | +22.6% | +154.5% | +92.6% |
| All | +177.1% | +22.0% | +155.1% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling